平稳线性序列部分和分布的随机加权逼近  

THE RANDOM WEIGHTING APPROXIMATION FOR THE DISTRIBUTION OF THE PARTIAL SUM OF A STATIONARY LINEAR SERIES

作　　者：范金城[1] 王宁[1] 梅长林 

机构地区：[1]西安交通大学应用数学系

出　　处：《应用数学学报》1994年第1期65-75,共11页Acta Mathematicae Applicatae Sinica

摘　　要：平稳线性序列部分和分布的随机加权逼近范金城，王宁，梅长林（西安交通大学应用数学系，西安７１００４９）ＴＨＥＲＡＮＤＯＭＷＥＩＧＨＴＩＮＧＡＰＰＲＯＸＩＭＡＴＩＯＮＦＯＲＴＨＥＤＩＳＴＲＩＢＵＴＩＯＮＯＦＴＨＥＰＡＲＴＩＡＬＳＵＭＯＦＡＳＴＡＴＩＯＮＡ...In this paper, the convergence rate of random weighting approximation for the distribution of the partial sum of a stationary linear series investigated.Under some conditions,it is proved that the cenvergence rate is o(1/) .In the last section,an AR(p) madel is further discussed.

关 键 词：平稳线性序列 部分和分布 逼近 

分 类 号：O211.61[理学—概率论与数理统计]